JDE Peet'S NV GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.96% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 4.82 | |
| 0.0248 | 10.26 | |
| 0.9654 | 252.54 |
Estimation Period:
Jun 8, 2020 to Feb 6, 2026
Jun 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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